ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1986.tb00501.x/fullpdf
Reference15 articles.
1. Estimating the transition between two intersecting straight lines
2. On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
3. On Asymptotic Distribution Theory in Segmented Regression Problems-- Identified Case
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